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FTWD.DE vs. WEBN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTWD.DE vs. WEBN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTWD.DE achieves a 14.08% return, which is significantly higher than WEBN.DE's 13.12% return.


FTWD.DE

1D
0.52%
1M
0.92%
6M
14.25%
YTD
14.08%
1Y
26.51%
3Y*
17.83%
5Y*
10Y*

WEBN.DE

1D
0.00%
1M
0.43%
6M
13.48%
YTD
13.12%
1Y
26.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTWD.DE vs. WEBN.DE - Yearly Performance Comparison


Correlation

The correlation between FTWD.DE and WEBN.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2024

0.92

The correlation between FTWD.DE and WEBN.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

FTWD.DE vs. WEBN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTWD.DE
FTWD.DE Risk / Return Rank: 8686
Overall Rank
FTWD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FTWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTWD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
FTWD.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
FTWD.DE Martin Ratio Rank: 8989
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 4141
Overall Rank
WEBN.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7171
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTWD.DE vs. WEBN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTWD.DEWEBN.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

4.07

1.65

+2.42

Martin ratioReturn relative to average drawdown

16.12

2.96

+13.16

FTWD.DE vs. WEBN.DE - Sharpe Ratio Comparison

The current FTWD.DE Sharpe Ratio is 2.23, which is higher than the WEBN.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FTWD.DE and WEBN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTWD.DE vs. WEBN.DE - Drawdown Comparison

The maximum FTWD.DE drawdown since its inception was -21.01%, roughly equal to the maximum WEBN.DE drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for FTWD.DE and WEBN.DE.


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Drawdown Indicators


FTWD.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.01%

-21.22%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-15.77%

+9.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

Current Drawdown

Current decline from peak

-0.13%

-1.26%

+1.13%

Average Drawdown

Average peak-to-trough decline

-3.16%

-5.99%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

8.78%

-7.14%

Volatility

FTWD.DE vs. WEBN.DE - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) have volatilities of 3.62% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTWD.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.70%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

8.93%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

24.35%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

21.22%

-7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.70%

21.22%

-7.52%

FTWD.DE vs. WEBN.DE - Expense Ratio Comparison

FTWD.DE has a 0.15% expense ratio, which is higher than WEBN.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FTWD.DE vs. WEBN.DE - Dividend Comparison

FTWD.DE's dividend yield for the trailing twelve months is around 1.23%, while WEBN.DE has not paid dividends to shareholders.


PositionTTM202520242023
FTWD.DE
Invesco FTSE All-World UCITS ETF USD Distribution
1.23%1.36%1.49%0.70%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTWD.DE and WEBN.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for FTWD.DE.

FTWD.DE tracks FTSE All-World Index, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.15% for FTWD.DE and 0.07% for WEBN.DE.

Portfolio Optimizer

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